+521.3%
F vs STZ
+10,950.7%
-10,429.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +1.4% | +11.8% | -10.4% | -1.6% |
| 30D | +2.0% | +26.0% | -23.9% | -4.1% |
| 3M | -10.4% | +11.5% | -21.9% | -13.1% |
| 6M | +9.7% | -2.0% | +11.7% | +9.5% |
| YTD | -1.2% | +7.9% | -9.0% | -4.5% |
| 1Y | 0.0% | +13.9% | -13.9% | -4.8% |
| 3Y | +41.1% | -35.8% | +76.9% | +54.4% |
| 5Y | -11.4% | -28.4% | +17.0% | -5.9% |
| 10Y | +85.0% | +7.1% | +77.9% | +75.3% |
| All | +521.3% | +10,950.7% | -10,429.4% | +173.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling